-5.5%
ETN vs DOCN
+110.0%
-115.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -7.2% | -2.7% | -8.7% |
| 7D | -10.1% | -20.0% | +9.9% | -7.0% |
| 30D | -18.4% | -38.8% | +20.4% | -12.9% |
| 3M | -20.4% | -34.8% | +14.4% | -16.1% |
| 6M | -16.0% | -22.8% | +6.8% | -12.5% |
| YTD | +11.8% | +74.6% | -62.8% | -1.9% |
| 1Y | -5.5% | +116.4% | -121.9% | -21.3% |
| All | -5.5% | +110.0% | -115.5% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded DOCN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling